Someone posted a couple videos of Russians/Eastern Europeans making their own heavy shot for shotgun loading.
The one guy's lead wire making jig was shown in some detail, he used a simple hydraulic press and a really simple extrusion die set-up.
I looked pretty hard at swaging dies for making jacketed bullets, including buying a set of .22 Rimfire casing to .224 jacketed bullet dies made by Corbin.
If you want to do it as a hobby, it pretty much does not matter the cost, but mostly, if you don't have the basic metalworking abilities to make the stuff it only looks like a good idea if you really cannot get a reasonable source for the ammo you are making.
Swaging soft lead slugs is a cakewalk for a decent built loading press. Even many caliblers of jacketed bullets can be made on them, and at least one of the swaging dies makers also does conversions on RCBS Rock Chucker presses.